| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,474.50 |
12,485.00 |
10.50 |
0.1% |
12,287.25 |
| High |
12,535.00 |
12,532.00 |
-3.00 |
0.0% |
12,535.00 |
| Low |
12,443.00 |
12,446.50 |
3.50 |
0.0% |
12,082.00 |
| Close |
12,459.50 |
12,523.25 |
63.75 |
0.5% |
12,523.25 |
| Range |
92.00 |
85.50 |
-6.50 |
-7.1% |
453.00 |
| ATR |
224.77 |
214.82 |
-9.95 |
-4.4% |
0.00 |
| Volume |
1,464 |
2,794 |
1,330 |
90.8% |
10,153 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,757.00 |
12,725.75 |
12,570.25 |
|
| R3 |
12,671.50 |
12,640.25 |
12,546.75 |
|
| R2 |
12,586.00 |
12,586.00 |
12,539.00 |
|
| R1 |
12,554.75 |
12,554.75 |
12,531.00 |
12,570.50 |
| PP |
12,500.50 |
12,500.50 |
12,500.50 |
12,508.50 |
| S1 |
12,469.25 |
12,469.25 |
12,515.50 |
12,485.00 |
| S2 |
12,415.00 |
12,415.00 |
12,507.50 |
|
| S3 |
12,329.50 |
12,383.75 |
12,499.75 |
|
| S4 |
12,244.00 |
12,298.25 |
12,476.25 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,739.00 |
13,584.25 |
12,772.50 |
|
| R3 |
13,286.00 |
13,131.25 |
12,647.75 |
|
| R2 |
12,833.00 |
12,833.00 |
12,606.25 |
|
| R1 |
12,678.25 |
12,678.25 |
12,564.75 |
12,755.50 |
| PP |
12,380.00 |
12,380.00 |
12,380.00 |
12,418.75 |
| S1 |
12,225.25 |
12,225.25 |
12,481.75 |
12,302.50 |
| S2 |
11,927.00 |
11,927.00 |
12,440.25 |
|
| S3 |
11,474.00 |
11,772.25 |
12,398.75 |
|
| S4 |
11,021.00 |
11,319.25 |
12,274.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,535.00 |
12,082.00 |
453.00 |
3.6% |
155.50 |
1.2% |
97% |
False |
False |
2,030 |
| 10 |
12,535.00 |
11,804.00 |
731.00 |
5.8% |
161.25 |
1.3% |
98% |
False |
False |
1,273 |
| 20 |
12,535.00 |
11,496.75 |
1,038.25 |
8.3% |
210.00 |
1.7% |
99% |
False |
False |
1,125 |
| 40 |
12,535.00 |
10,934.00 |
1,601.00 |
12.8% |
249.25 |
2.0% |
99% |
False |
False |
940 |
| 60 |
12,535.00 |
10,649.50 |
1,885.50 |
15.1% |
267.75 |
2.1% |
99% |
False |
False |
849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,895.50 |
|
2.618 |
12,755.75 |
|
1.618 |
12,670.25 |
|
1.000 |
12,617.50 |
|
0.618 |
12,584.75 |
|
HIGH |
12,532.00 |
|
0.618 |
12,499.25 |
|
0.500 |
12,489.25 |
|
0.382 |
12,479.25 |
|
LOW |
12,446.50 |
|
0.618 |
12,393.75 |
|
1.000 |
12,361.00 |
|
1.618 |
12,308.25 |
|
2.618 |
12,222.75 |
|
4.250 |
12,083.00 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,512.00 |
12,490.00 |
| PP |
12,500.50 |
12,456.75 |
| S1 |
12,489.25 |
12,423.50 |
|